Anic Equity¶

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Total return since start: 0.555 %¶

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Equity now: -----------------------------> 47501.4 Kr¶

Max Equity ever reached: ------------> 48629.89 Kr¶

Portfolio value: --------------------------> 46107.44 Kr¶

PnL: ---------------------------------------> -781.13 Kr¶

DD now: ---------------------------------> -2.321 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-01-20 09:04:30.716460'

Anic Portfolio¶

Today¶

Return: 0.396 %¶

This Week¶

Return: -0.067 %¶

Total¶

Return: 55.507 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
FM Mattsson Mora Group B 50 2.150000 3095.000000 168.000000 5.740000 2927.000000
Beijer Electronics Group 26 0.000000 3083.600000 112.600000 3.790000 2971.000006
HEBA B 70 -0.130000 2730.000000 94.000000 3.570000 2636.000010
SAAB B 8 0.140000 3431.200000 54.200000 1.600000 3377.000000
Corem Property Group B 59 1.250000 618.910000 41.910000 7.260000 576.999999
Norva24 Group 16 -0.280000 574.400000 31.400000 5.780000 543.000000
Samhällsbyggnadsbo. i Norden B 20 2.140000 386.300000 31.300000 8.820000 355.000000
AcadeMedia 12 -0.330000 577.440000 20.440000 3.670000 557.000004
MedCap 2 0.000000 440.000000 19.000000 4.510000 421.000000
Resurs Holding 22 1.150000 583.000000 9.000000 1.570000 573.999998
OEM International B 7 0.000000 536.200000 8.200000 1.550000 527.999997
Intrum 4 -0.260000 534.800000 7.800000 1.480000 527.000000
Swedbank A 3 1.520000 571.500000 7.500000 1.330000 564.000000
Eastnine 4 -2.670000 496.000000 5.000000 1.020000 491.000000
HMS Networks 2 -1.520000 676.000000 3.000000 0.450000 673.000000
Fastighetsbolag. Emilshus Pref 21 0.000000 564.900000 2.900000 0.520000 562.000005
Boozt 12 1.920000 1656.000000 2.000000 0.120000 1653.999996
Coor Service Management Hold. 8 0.600000 533.200000 1.200000 0.230000 532.000000
Essity A 4 0.000000 1150.000000 1.000000 0.090000 1149.000000
Nordea Bank Abp 29 0.980000 3454.480000 0.480000 0.010000 3453.999992
Samhällsbyggnadsbo. i Norden D 12 1.490000 245.760000 -0.240000 -0.100000 246.000000
Essity B 2 0.280000 572.800000 -1.200000 -0.210000 574.000000
Creaspac SPAC 6 0.000000 575.400000 -1.600000 -0.280000 577.000002
Handelsbanken A 5 0.650000 543.750000 -2.250000 -0.410000 546.000000
Securitas B 6 0.190000 564.840000 -5.160000 -0.910000 570.000000
CTEK 13 0.400000 519.480000 -14.520000 -2.720000 533.999999
Karnov Group 9 0.350000 519.300000 -16.700000 -3.120000 536.000004
Sampo Oyj SDB 7 1.020000 3825.500000 -24.500000 -0.640000 3850.000000
Midsona B 63 1.030000 553.770000 -29.230000 -5.010000 582.999984
Vivesto 1368 2.010000 569.910000 -43.090000 -7.030000 612.999432
International Petroleum Corp. 5 1.110000 544.500000 -50.070000 -8.420000 594.565215
Axfood 13 0.070000 3643.900000 -112.100000 -2.980000 3756.000001
OX2 18 0.380000 1431.900000 -232.100000 -13.950000 1663.999992
Fasadgruppen Group 35 0.000000 3412.500000 -398.500000 -10.460000 3810.999990
Ovzon 52 0.000000 2891.200000 -470.800000 -14.000000 3361.999992
TOTAL 46107.440000 -781.130000 -2.32057% 46888.564618

Updated:¶

'2023-01-20 09:04:43.045291'
None

Last optimization/rebalancing:¶

'2023-01-02'

Next optimization/rebalancing:¶

'2023-02-10'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

C:\Users\joandre\Anaconda3\envs\AnicTrading\lib\site-packages\IPython\core\displayhook.py:275: UserWarning:

Output cache limit (currently 1000 entries) hit.
Flushing oldest 200 entries.

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶